PREVIEW / futures_5min / 2022-09-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-16.parquet
  size:    309 KB
  rows:    16,130

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2022-09-16 00:00:00	ES	Futures	4387.39	4388.8	4386.83	4388.8	517.0
2022-09-16 00:05:00	ES	Futures	4388.52	4388.8	4387.39	4387.67	232.0
2022-09-16 00:10:00	ES	Futures	4387.67	4387.67	4386.55	4386.55	483.0
2022-09-16 00:15:00	ES	Futures	4386.83	4387.11	4385.42	4386.26	774.0
2022-09-16 00:20:00	ES	Futures	4386.55	4386.83	4385.98	4386.26	242.0
2022-09-16 00:25:00	ES	Futures	4386.55	4387.11	4385.7	4385.98	477.0
2022-09-16 00:30:00	ES	Futures	4386.26	4387.67	4385.98	4387.39	521.0
2022-09-16 00:35:00	ES	Futures	4387.39	4388.24	4387.11	4387.39	325.0
2022-09-16 00:40:00	ES	Futures	4387.39	4389.08	4387.11	4388.24	643.0
2022-09-16 00:45:00	ES	Futures	4388.24	4389.08	4387.11	4388.8	209.0
2022-09-16 00:50:00	ES	Futures	4389.08	4389.08	4386.83	4387.39	356.0
2022-09-16 00:55:00	ES	Futures	4387.39	4389.37	4387.39	4389.08	316.0
2022-09-16 01:00:00	ES	Futures	4389.08	4390.21	4388.24	4389.65	614.0
2022-09-16 01:05:00	ES	Futures	4389.37	4391.06	4388.52	4390.21	489.0
2022-09-16 01:10:00	ES	Futures	4390.21	4391.34	4389.37	4389.65	453.0
2022-09-16 01:15:00	ES	Futures	4389.93	4390.21	4388.8	4389.08	357.0
2022-09-16 01:20:00	ES	Futures	4389.37	4389.65	4387.96	4388.8	588.0
2022-09-16 01:25:00	ES	Futures	4388.52	4390.49	4388.24	4390.49	635.0
2022-09-16 01:30:00	ES	Futures	4390.77	4390.77	4387.11	4387.39	809.0
2022-09-16 01:35:00	ES	Futures	4387.39	4387.67	4386.55	4387.39	635.0
2022-09-16 01:40:00	ES	Futures	4387.11	4387.39	4385.98	4386.26	488.0
2022-09-16 01:45:00	ES	Futures	4386.55	4386.83	4385.98	4386.26	391.0
2022-09-16 01:50:00	ES	Futures	4386.26	4388.24	4385.98	4385.98	638.0
2022-09-16 01:55:00	ES	Futures	4385.98	4386.83	4385.42	4385.42	743.0
2022-09-16 02:00:00	ES	Futures	4385.7	4388.52	4382.88	4387.39	3653.0
2022-09-16 02:05:00	ES	Futures	4387.11	4391.34	4387.11	4389.93	1989.0
2022-09-16 02:10:00	ES	Futures	4389.65	4390.49	4382.88	4384.29	1751.0
2022-09-16 02:15:00	ES	Futures	4384.29	4388.8	4383.16	4388.24	1147.0
2022-09-16 02:20:00	ES	Futures	4387.96	4389.93	4387.67	4389.93	1123.0
2022-09-16 02:25:00	ES	Futures	4389.93	4389.93	4385.14	4385.98	1040.0
2022-09-16 02:30:00	ES	Futures	4385.98	4387.11	4382.32	4382.88	1773.0
2022-09-16 02:35:00	ES	Futures	4382.88	4385.7	4381.75	4383.16	1486.0
2022-09-16 02:40:00	ES	Futures	4383.45	4385.42	4382.6	4385.14	1233.0
2022-09-16 02:45:00	ES	Futures	4385.14	4385.42	4382.88	4383.16	716.0
2022-09-16 02:50:00	ES	Futures	4383.45	4384.29	4380.91	4381.47	1742.0
2022-09-16 02:55:00	ES	Futures	4381.47	4382.88	4379.5	4381.75	2171.0
2022-09-16 03:00:00	ES	Futures	4381.75	4387.67	4381.47	4385.7	3825.0
2022-09-16 03:05:00	ES	Futures	4385.7	4386.55	4384.57	4385.7	2192.0
2022-09-16 03:10:00	ES	Futures	4385.7	4388.24	4384.57	4385.98	1989.0
2022-09-16 03:15:00	ES	Futures	4385.7	4388.24	4381.47	4382.32	2665.0
2022-09-16 03:20:00	ES	Futures	4382.04	4382.88	4379.5	4381.47	2438.0
2022-09-16 03:25:00	ES	Futures	4381.19	4385.14	4380.34	4384.01	1895.0
2022-09-16 03:30:00	ES	Futures	4383.73	4384.01	4380.34	4381.75	1737.0
2022-09-16 03:35:00	ES	Futures	4381.75	4383.16	4378.94	4379.78	1620.0
2022-09-16 03:40:00	ES	Futures	4379.78	4381.47	4378.94	4380.63	1567.0
2022-09-16 03:45:00	ES	Futures	4380.63	4380.91	4378.09	4378.37	2025.0
2022-09-16 03:50:00	ES	Futures	4378.65	4382.32	4377.53	4381.75	2579.0
2022-09-16 03:55:00	ES	Futures	4382.04	4384.57	4380.63	4382.88	2052.0
2022-09-16 04:00:00	ES	Futures	4382.88	4383.16	4380.63	4381.47	2784.0
2022-09-16 04:05:00	ES	Futures	4381.47	4383.73	4380.34	4381.47	1938.0

> showing 50 of 16,130 rows — these rows as CSV

> unlock the full archive -- $79 one-time